+144.8%
VXUS vs TNA
+84.1%
+60.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.7% |
| 7D | -1.9% | -7.6% | +5.7% | -0.4% |
| 30D | -0.7% | -13.6% | +12.9% | +2.1% |
| 3M | +4.9% | +2.8% | +2.1% | +4.1% |
| 6M | +9.7% | +34.5% | -24.8% | +2.6% |
| YTD | +15.0% | +41.0% | -26.0% | +6.1% |
| 1Y | +22.4% | +52.0% | -29.6% | +10.3% |
| 3Y | +72.2% | +103.5% | -31.2% | +35.3% |
| 5Y | +52.6% | -22.5% | +75.1% | +33.9% |
| All | +144.8% | +84.1% | +60.7% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling